CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 18-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
398-0 |
400-0 |
2-0 |
0.5% |
402-4 |
High |
406-0 |
402-4 |
-3-4 |
-0.9% |
403-4 |
Low |
397-0 |
396-0 |
-1-0 |
-0.3% |
378-0 |
Close |
403-0 |
396-4 |
-6-4 |
-1.6% |
397-0 |
Range |
9-0 |
6-4 |
-2-4 |
-27.8% |
25-4 |
ATR |
17-5 |
16-7 |
-0-6 |
-4.3% |
0-0 |
Volume |
51,759 |
61,838 |
10,079 |
19.5% |
336,368 |
|
Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
417-7 |
413-5 |
400-1 |
|
R3 |
411-3 |
407-1 |
398-2 |
|
R2 |
404-7 |
404-7 |
397-6 |
|
R1 |
400-5 |
400-5 |
397-1 |
399-4 |
PP |
398-3 |
398-3 |
398-3 |
397-6 |
S1 |
394-1 |
394-1 |
395-7 |
393-0 |
S2 |
391-7 |
391-7 |
395-2 |
|
S3 |
385-3 |
387-5 |
394-6 |
|
S4 |
378-7 |
381-1 |
392-7 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
469-3 |
458-5 |
411-0 |
|
R3 |
443-7 |
433-1 |
404-0 |
|
R2 |
418-3 |
418-3 |
401-5 |
|
R1 |
407-5 |
407-5 |
399-3 |
400-2 |
PP |
392-7 |
392-7 |
392-7 |
389-1 |
S1 |
382-1 |
382-1 |
394-5 |
374-6 |
S2 |
367-3 |
367-3 |
392-3 |
|
S3 |
341-7 |
356-5 |
390-0 |
|
S4 |
316-3 |
331-1 |
383-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
406-0 |
380-0 |
26-0 |
6.6% |
12-2 |
3.1% |
63% |
False |
False |
69,256 |
10 |
432-4 |
378-0 |
54-4 |
13.7% |
13-3 |
3.4% |
34% |
False |
False |
59,449 |
20 |
438-4 |
378-0 |
60-4 |
15.3% |
14-4 |
3.6% |
31% |
False |
False |
52,077 |
40 |
590-4 |
378-0 |
212-4 |
53.6% |
14-3 |
3.6% |
9% |
False |
False |
40,702 |
60 |
621-4 |
378-0 |
243-4 |
61.4% |
14-4 |
3.7% |
8% |
False |
False |
36,192 |
80 |
643-0 |
378-0 |
265-0 |
66.8% |
15-5 |
3.9% |
7% |
False |
False |
30,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
430-1 |
2.618 |
419-4 |
1.618 |
413-0 |
1.000 |
409-0 |
0.618 |
406-4 |
HIGH |
402-4 |
0.618 |
400-0 |
0.500 |
399-2 |
0.382 |
398-4 |
LOW |
396-0 |
0.618 |
392-0 |
1.000 |
389-4 |
1.618 |
385-4 |
2.618 |
379-0 |
4.250 |
368-3 |
|
|
Fisher Pivots for day following 18-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
399-2 |
397-0 |
PP |
398-3 |
396-7 |
S1 |
397-3 |
396-5 |
|